Baking a Path Animation for Export, Deleting the Path
You probably missed Visual Keying selection part.You need to select it, cause when you check Transforms for the object animated this way, it's position is actually not changing, so by baking action, you get only 2 frames - for start and the end animation and both have the same value. You need to bake visual transforms instead, then everything works. There are two ways to animate object along the path. One with parenting.Then this set of options needs to be selected for everything to work smoothly for baking action: 
You are using second way, with use of constraint. Then you need also select Clear Constraints option.